Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1627707.7644 | 127518.9092 | -1755226.6737 | -3870937.273 | 7418041.885 | -11288979.158 |
Total P&L (%) | -1627.7078 | 127.5189 | -1755.2267 | -3870.9373 | 7418.0419 | -11288.9792 |
Avg Daily Profit (%) | -0.6921 | 0.0542 | -0.7463 | 0 | 0.1838 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1971180 | -119221 | -1947061 | -14261810 | -4239007 | -13321208 |
Profit Factor | 0.3078 | 1.7059 | 0.1915 | 0.8524 | 2.1585 | 0.4303 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 29 | 18 | 11 |
Losing Trades | 25 | 12 | 13 | 32 | 13 | 19 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 47.541 | 58.0645 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.2138 | 1.0774 | 0.1464 | 0.9405 | 1.5589 | 0.7433 |
Largest Winning Trade | 104474 | 104474 | 61936 | 4964758 | 4964758 | 3265801 |
Largest Losing Trade | -1906296 | -36206 | -1906296 | -6615378 | -2601057 | -6615378 |
Avg Bars in Trades | 61 | 18 | 105 | 61 | 18 | 105 |
Avg Bars in Winners | 54 | 11 | 103 | 56 | 25 | 108 |
Avg Bars in Losers | 71 | 30 | 108 | 65 | 9 | 103 |
Bars Traded | 3750 | 582 | 3168 | 3750 | 582 | 3168 |
Profit Streak | 0 | 0 | 644.4561 | 393.9561 | 445.9561 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745608 | -116694 | -578628 | -747148 | 499458 | -586010 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561680000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758797805530, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -1627707.7644273068, 127518.9092259467, -1755226.6736532531, -3870937.2730496437, 7418041.884981807, -11288979.158031449 ], [ -1627.707764, 127.518909, -1755.226674, -3870.937273, 7418.041885, -11288.979158 ], [ -0.692053, 0.054217, -0.74627, 0, 0.183838, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1971180, -119221, -1947061, -14261810, -4239007, -13321208 ], [ 0.307815, 1.705917, 0.191478, 0.852366, 2.158494, 0.430331 ], [ 61, 31, 30, 61, 31, 30 ], [ 36, 19, 17, 29, 18, 11 ], [ 25, 12, 13, 32, 13, 19 ], [ 59.016393, 61.290323, 56.666667, 47.540984, 58.064516, 36.666667 ], [ 0.213761, 1.077422, 0.146424, 0.940542, 1.558912, 0.743299 ], [ 104474, 104474, 61936, 4964758, 4964758, 3265801 ], [ -1906296, -36206, -1906296, -6615378, -2601057, -6615378 ], [ 61, 18, 105, 61, 18, 105 ], [ 54, 11, 103, 56, 25, 108 ], [ 71, 30, 108, 65, 9, 103 ], [ 3750, 582, 3168, 3750, 582, 3168 ], [ 0, 0, 644.456082, 393.956082, 445.956083, 0 ], [ 0, 0, 3, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -745608, -116694, -578628, -747148, 499458, -586010 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561680000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758797805530, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|